[--[65.84.65.76]--]

NATURALGAS

Natural Gas
455.4 +8.00 (1.79%)
L: 453.2 H: 460.3

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Historical option data for NATURALGAS

05 Dec 2025 02:50 PM IST
NATURALGAS 23-DEC-2025 440 CE
Delta: 0.63
Vega: 0.39
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 455.40 31.95 4.35 58.84 2,964 -369 2,309
4 Dec 450.70 29.35 1.75 57.95 26,518 -1,171 2,678
3 Dec 449.90 30.45 4.65 60.76 29,956 -617 3,853
2 Dec 437.60 25.05 0.95 61.94 58,426 1,445 4,471
1 Dec 436.70 25.2 3.1 61.96 34,456 1,337 3,026
28 Nov 426.10 21.75 4.7 61.85 11,338 -120 1,720
27 Nov 413.10 17 0.75 62.36 7,694 -259 1,844
26 Nov 408.20 16.1 1.25 63.32 9,861 183 2,103
25 Nov 397.90 14.3 -7.5 66.51 10,231 748 2,096
24 Nov 403.40 21.8 -6.65 66.32 6,882 55 1,412
21 Nov 414.20 28.55 4.5 65.93 5,763 280 1,399
20 Nov 403.00 25.05 -1.7 66.11 2,840 428 1,093
19 Nov 404.20 27.45 7.5 67.34 1,043 352 617
18 Nov 382.60 19.15 -3.75 65.63 621 83 267
17 Nov 392.40 22.05 -3.2 63.01 230 -33 187
14 Nov 400.00 25.2 -9 61.86 318 98 206
13 Nov 413.80 33.05 5.6 64.03 83 11 106
12 Nov 396.80 27.6 0 66.76 42 7 95
11 Nov 399.20 28 6.65 66.12 40 11 87
10 Nov 381.30 21.4 0.4 64.44 32 76 76
7 Nov 386.60 21 1.3 59.41 1 72 0
6 Nov 378.40 20.4 13.05 61.77 85 72 72
5 Nov 377.00 12 5.5 - 2 1 0
4 Nov 387.20 12 5.5 - 2 1 0
3 Nov 378.70 12 5.5 - 2 1 0
31 Oct 365.40 12 5.5 - 2 1 0
30 Oct 348.40 12 5.5 - 2 1 0
29 Oct 340.80 12 5.5 - 2 1 0
28 Oct 298.20 12 5.5 - 2 1 0
27 Oct 305.10 12 5.5 - 2 1 0
24 Oct 282.60 12 5.5 - 2 1 0
23 Oct 295.60 12 5.5 - 2 1 0
20 Oct 296.90 12 11.65 49.60 2 1 1
17 Oct 263.90 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 440 expiring on 23DEC2025

Delta for 440 CE is 0.63

Historical price for 440 CE is as follows

On 5 Dec NATURALGAS was trading at 455.40. The strike last trading price was 31.95, which was 4.35 higher than the previous day. The implied volatity was 58.84, the open interest changed by -369 which decreased total open position to 2309


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 29.35, which was 1.75 higher than the previous day. The implied volatity was 57.95, the open interest changed by -1171 which decreased total open position to 2678


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 30.45, which was 4.65 higher than the previous day. The implied volatity was 60.76, the open interest changed by -617 which decreased total open position to 3853


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 25.05, which was 0.95 higher than the previous day. The implied volatity was 61.94, the open interest changed by 1445 which increased total open position to 4471


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 25.2, which was 3.1 higher than the previous day. The implied volatity was 61.96, the open interest changed by 1337 which increased total open position to 3026


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 21.75, which was 4.7 higher than the previous day. The implied volatity was 61.85, the open interest changed by -120 which decreased total open position to 1720


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 17, which was 0.75 higher than the previous day. The implied volatity was 62.36, the open interest changed by -259 which decreased total open position to 1844


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 16.1, which was 1.25 higher than the previous day. The implied volatity was 63.32, the open interest changed by 183 which increased total open position to 2103


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 14.3, which was -7.5 lower than the previous day. The implied volatity was 66.51, the open interest changed by 748 which increased total open position to 2096


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 21.8, which was -6.65 lower than the previous day. The implied volatity was 66.32, the open interest changed by 55 which increased total open position to 1412


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 28.55, which was 4.5 higher than the previous day. The implied volatity was 65.93, the open interest changed by 280 which increased total open position to 1399


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 25.05, which was -1.7 lower than the previous day. The implied volatity was 66.11, the open interest changed by 428 which increased total open position to 1093


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 27.45, which was 7.5 higher than the previous day. The implied volatity was 67.34, the open interest changed by 352 which increased total open position to 617


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 19.15, which was -3.75 lower than the previous day. The implied volatity was 65.63, the open interest changed by 83 which increased total open position to 267


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 22.05, which was -3.2 lower than the previous day. The implied volatity was 63.01, the open interest changed by -33 which decreased total open position to 187


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 25.2, which was -9 lower than the previous day. The implied volatity was 61.86, the open interest changed by 98 which increased total open position to 206


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 33.05, which was 5.6 higher than the previous day. The implied volatity was 64.03, the open interest changed by 11 which increased total open position to 106


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 27.6, which was 0 lower than the previous day. The implied volatity was 66.76, the open interest changed by 7 which increased total open position to 95


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 28, which was 6.65 higher than the previous day. The implied volatity was 66.12, the open interest changed by 11 which increased total open position to 87


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 21.4, which was 0.4 higher than the previous day. The implied volatity was 64.44, the open interest changed by 76 which increased total open position to 76


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 21, which was 1.3 higher than the previous day. The implied volatity was 59.41, the open interest changed by 72 which increased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 20.4, which was 13.05 higher than the previous day. The implied volatity was 61.77, the open interest changed by 72 which increased total open position to 72


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 12, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 12, which was 11.65 higher than the previous day. The implied volatity was 49.60, the open interest changed by 1 which increased total open position to 1


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct NATURALGAS was trading at 291.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Oct NATURALGAS was trading at 299.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NATURALGAS 23DEC2025 440 PE
Delta: -0.37
Vega: 0.39
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 455.40 16.4 -4.2 57.42 6,097 -110 3,170
4 Dec 450.70 18.75 -1.85 58.20 47,485 -2,555 3,280
3 Dec 449.90 20.8 -6 60.64 37,215 1,970 5,868
2 Dec 437.60 27.45 -2.9 62.42 57,448 2,460 3,895
1 Dec 436.70 28.3 -7.8 61.96 18,220 877 1,435
28 Nov 426.10 35.4 -8.75 61.74 2,869 61 554
27 Nov 413.10 43.5 -4.25 61.66 92 3 493
26 Nov 408.20 47.6 -7 63.09 187 -23 490
25 Nov 397.90 58.05 13.7 71.02 650 230 515
24 Nov 403.40 43.95 4.15 64.26 672 22 289
21 Nov 414.20 39.9 -5.7 66.02 663 87 241
20 Nov 403.00 44.6 -3.95 65.01 536 145 151
19 Nov 404.20 43.45 2.5 64.92 10 6 6
18 Nov 382.60 0 0 - 0 0 0
17 Nov 392.40 0 0 - 0 0 0
14 Nov 400.00 0 0 - 0 0 0
13 Nov 413.80 0 0 - 0 0 0
12 Nov 396.80 0 0 - 0 0 0
11 Nov 399.20 0 0 - 0 0 0
10 Nov 381.30 0 0 - 0 0 0
7 Nov 386.60 0 0 - 0 0 0
6 Nov 378.40 0 0 - 0 0 0
5 Nov 377.00 0 0 - 0 0 0
4 Nov 387.20 0 0 - 0 0 0
3 Nov 378.70 0 0 - 0 0 0
31 Oct 365.40 0 0 - 0 0 0
30 Oct 348.40 0 0 - 0 0 0
29 Oct 340.80 0 0 - 0 0 0
28 Oct 298.20 0 0 - 0 0 0
27 Oct 305.10 0 0 - 0 0 0
24 Oct 282.60 0 0 - 0 0 0
23 Oct 295.60 0 0 - 0 0 0
20 Oct 296.90 0 0 - 0 0 0
17 Oct 263.90 0 0 - 0 0 0
9 Oct 291.00 0 0 - 0 0 0
6 Oct 299.70 0 0 - 0 0 0


For Natural Gas - strike price 440 expiring on 23DEC2025

Delta for 440 PE is -0.37

Historical price for 440 PE is as follows

On 5 Dec NATURALGAS was trading at 455.40. The strike last trading price was 16.4, which was -4.2 lower than the previous day. The implied volatity was 57.42, the open interest changed by -110 which decreased total open position to 3170


On 4 Dec NATURALGAS was trading at 450.70. The strike last trading price was 18.75, which was -1.85 lower than the previous day. The implied volatity was 58.20, the open interest changed by -2555 which decreased total open position to 3280


On 3 Dec NATURALGAS was trading at 449.90. The strike last trading price was 20.8, which was -6 lower than the previous day. The implied volatity was 60.64, the open interest changed by 1970 which increased total open position to 5868


On 2 Dec NATURALGAS was trading at 437.60. The strike last trading price was 27.45, which was -2.9 lower than the previous day. The implied volatity was 62.42, the open interest changed by 2460 which increased total open position to 3895


On 1 Dec NATURALGAS was trading at 436.70. The strike last trading price was 28.3, which was -7.8 lower than the previous day. The implied volatity was 61.96, the open interest changed by 877 which increased total open position to 1435


On 28 Nov NATURALGAS was trading at 426.10. The strike last trading price was 35.4, which was -8.75 lower than the previous day. The implied volatity was 61.74, the open interest changed by 61 which increased total open position to 554


On 27 Nov NATURALGAS was trading at 413.10. The strike last trading price was 43.5, which was -4.25 lower than the previous day. The implied volatity was 61.66, the open interest changed by 3 which increased total open position to 493


On 26 Nov NATURALGAS was trading at 408.20. The strike last trading price was 47.6, which was -7 lower than the previous day. The implied volatity was 63.09, the open interest changed by -23 which decreased total open position to 490


On 25 Nov NATURALGAS was trading at 397.90. The strike last trading price was 58.05, which was 13.7 higher than the previous day. The implied volatity was 71.02, the open interest changed by 230 which increased total open position to 515


On 24 Nov NATURALGAS was trading at 403.40. The strike last trading price was 43.95, which was 4.15 higher than the previous day. The implied volatity was 64.26, the open interest changed by 22 which increased total open position to 289


On 21 Nov NATURALGAS was trading at 414.20. The strike last trading price was 39.9, which was -5.7 lower than the previous day. The implied volatity was 66.02, the open interest changed by 87 which increased total open position to 241


On 20 Nov NATURALGAS was trading at 403.00. The strike last trading price was 44.6, which was -3.95 lower than the previous day. The implied volatity was 65.01, the open interest changed by 145 which increased total open position to 151


On 19 Nov NATURALGAS was trading at 404.20. The strike last trading price was 43.45, which was 2.5 higher than the previous day. The implied volatity was 64.92, the open interest changed by 6 which increased total open position to 6


On 18 Nov NATURALGAS was trading at 382.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NATURALGAS was trading at 392.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NATURALGAS was trading at 400.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NATURALGAS was trading at 413.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov NATURALGAS was trading at 396.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov NATURALGAS was trading at 399.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov NATURALGAS was trading at 381.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov NATURALGAS was trading at 386.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov NATURALGAS was trading at 378.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov NATURALGAS was trading at 377.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov NATURALGAS was trading at 387.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov NATURALGAS was trading at 378.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct NATURALGAS was trading at 365.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct NATURALGAS was trading at 348.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Oct NATURALGAS was trading at 340.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct NATURALGAS was trading at 298.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct NATURALGAS was trading at 305.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct NATURALGAS was trading at 282.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct NATURALGAS was trading at 295.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct NATURALGAS was trading at 296.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct NATURALGAS was trading at 263.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct NATURALGAS was trading at 291.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Oct NATURALGAS was trading at 299.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0